+556.1%
ON vs EL
+63.7%
+492.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.3% | +0.3% | +3.1% | +3.5% |
| 30D | -3.1% | +12.3% | -15.4% | -9.1% |
| 3M | -9.2% | +28.4% | -37.6% | -22.2% |
| 6M | -31.4% | +36.7% | -68.1% | -43.7% |
| YTD | +36.0% | +8.4% | +27.6% | +22.1% |
| 1Y | +52.0% | +25.4% | +26.6% | +24.8% |
| 3Y | +9.3% | +3.4% | +5.8% | -9.5% |
| 5Y | +26.5% | -64.8% | +91.3% | +114.5% |
| 10Y | +556.1% | +63.0% | +493.2% | +387.4% |
| All | +556.1% | +63.7% | +492.5% | +387.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling